1. Field of the Invention
Exemplary implementations of the present invention relate to a method of matrix spectral factorization for computer or hardware implementation. The exemplary implementations are therefore systems such as Data Compression systems, Filtering, Wireless Communications, and Radar Systems.
2. Description of the Related Art
Spectral factorization is the cornerstone for enabling a variety of methods that perform filter design, prediction, and estimation and that lead to hardware or software implementations of products that realize these applications. A Wiener filter, proposed by Norbert Wiener, is designed to reduce the amount of noise present in a signal by yielding the best estimate of the desired noiseless signal.
Although such a filter concept was initially proposed in the 1940's, practical algorithms for implementing Wiener filters in certain scenarios have proved challenging particularly for cases of data compression, signal filtering, wireless communication, and radar system in which multi-dimensional signals are present (such as when high-dimensional matrices with high-order polynomial or non-rational entries are present), and there is a long-felt need for improved algorithms to implement such filters, thereby rendering them practical.